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""" | |
This module complements the math and cmath builtin modules by providing | |
fast machine precision versions of some additional functions (gamma, ...) | |
and wrapping math/cmath functions so that they can be called with either | |
real or complex arguments. | |
""" | |
import operator | |
import math | |
import cmath | |
# Irrational (?) constants | |
pi = 3.1415926535897932385 | |
e = 2.7182818284590452354 | |
sqrt2 = 1.4142135623730950488 | |
sqrt5 = 2.2360679774997896964 | |
phi = 1.6180339887498948482 | |
ln2 = 0.69314718055994530942 | |
ln10 = 2.302585092994045684 | |
euler = 0.57721566490153286061 | |
catalan = 0.91596559417721901505 | |
khinchin = 2.6854520010653064453 | |
apery = 1.2020569031595942854 | |
logpi = 1.1447298858494001741 | |
def _mathfun_real(f_real, f_complex): | |
def f(x, **kwargs): | |
if type(x) is float: | |
return f_real(x) | |
if type(x) is complex: | |
return f_complex(x) | |
try: | |
x = float(x) | |
return f_real(x) | |
except (TypeError, ValueError): | |
x = complex(x) | |
return f_complex(x) | |
f.__name__ = f_real.__name__ | |
return f | |
def _mathfun(f_real, f_complex): | |
def f(x, **kwargs): | |
if type(x) is complex: | |
return f_complex(x) | |
try: | |
return f_real(float(x)) | |
except (TypeError, ValueError): | |
return f_complex(complex(x)) | |
f.__name__ = f_real.__name__ | |
return f | |
def _mathfun_n(f_real, f_complex): | |
def f(*args, **kwargs): | |
try: | |
return f_real(*(float(x) for x in args)) | |
except (TypeError, ValueError): | |
return f_complex(*(complex(x) for x in args)) | |
f.__name__ = f_real.__name__ | |
return f | |
# Workaround for non-raising log and sqrt in Python 2.5 and 2.4 | |
# on Unix system | |
try: | |
math.log(-2.0) | |
def math_log(x): | |
if x <= 0.0: | |
raise ValueError("math domain error") | |
return math.log(x) | |
def math_sqrt(x): | |
if x < 0.0: | |
raise ValueError("math domain error") | |
return math.sqrt(x) | |
except (ValueError, TypeError): | |
math_log = math.log | |
math_sqrt = math.sqrt | |
pow = _mathfun_n(operator.pow, lambda x, y: complex(x)**y) | |
log = _mathfun_n(math_log, cmath.log) | |
sqrt = _mathfun(math_sqrt, cmath.sqrt) | |
exp = _mathfun_real(math.exp, cmath.exp) | |
cos = _mathfun_real(math.cos, cmath.cos) | |
sin = _mathfun_real(math.sin, cmath.sin) | |
tan = _mathfun_real(math.tan, cmath.tan) | |
acos = _mathfun(math.acos, cmath.acos) | |
asin = _mathfun(math.asin, cmath.asin) | |
atan = _mathfun_real(math.atan, cmath.atan) | |
cosh = _mathfun_real(math.cosh, cmath.cosh) | |
sinh = _mathfun_real(math.sinh, cmath.sinh) | |
tanh = _mathfun_real(math.tanh, cmath.tanh) | |
floor = _mathfun_real(math.floor, | |
lambda z: complex(math.floor(z.real), math.floor(z.imag))) | |
ceil = _mathfun_real(math.ceil, | |
lambda z: complex(math.ceil(z.real), math.ceil(z.imag))) | |
cos_sin = _mathfun_real(lambda x: (math.cos(x), math.sin(x)), | |
lambda z: (cmath.cos(z), cmath.sin(z))) | |
cbrt = _mathfun(lambda x: x**(1./3), lambda z: z**(1./3)) | |
def nthroot(x, n): | |
r = 1./n | |
try: | |
return float(x) ** r | |
except (ValueError, TypeError): | |
return complex(x) ** r | |
def _sinpi_real(x): | |
if x < 0: | |
return -_sinpi_real(-x) | |
n, r = divmod(x, 0.5) | |
r *= pi | |
n %= 4 | |
if n == 0: return math.sin(r) | |
if n == 1: return math.cos(r) | |
if n == 2: return -math.sin(r) | |
if n == 3: return -math.cos(r) | |
def _cospi_real(x): | |
if x < 0: | |
x = -x | |
n, r = divmod(x, 0.5) | |
r *= pi | |
n %= 4 | |
if n == 0: return math.cos(r) | |
if n == 1: return -math.sin(r) | |
if n == 2: return -math.cos(r) | |
if n == 3: return math.sin(r) | |
def _sinpi_complex(z): | |
if z.real < 0: | |
return -_sinpi_complex(-z) | |
n, r = divmod(z.real, 0.5) | |
z = pi*complex(r, z.imag) | |
n %= 4 | |
if n == 0: return cmath.sin(z) | |
if n == 1: return cmath.cos(z) | |
if n == 2: return -cmath.sin(z) | |
if n == 3: return -cmath.cos(z) | |
def _cospi_complex(z): | |
if z.real < 0: | |
z = -z | |
n, r = divmod(z.real, 0.5) | |
z = pi*complex(r, z.imag) | |
n %= 4 | |
if n == 0: return cmath.cos(z) | |
if n == 1: return -cmath.sin(z) | |
if n == 2: return -cmath.cos(z) | |
if n == 3: return cmath.sin(z) | |
cospi = _mathfun_real(_cospi_real, _cospi_complex) | |
sinpi = _mathfun_real(_sinpi_real, _sinpi_complex) | |
def tanpi(x): | |
try: | |
return sinpi(x) / cospi(x) | |
except OverflowError: | |
if complex(x).imag > 10: | |
return 1j | |
if complex(x).imag < 10: | |
return -1j | |
raise | |
def cotpi(x): | |
try: | |
return cospi(x) / sinpi(x) | |
except OverflowError: | |
if complex(x).imag > 10: | |
return -1j | |
if complex(x).imag < 10: | |
return 1j | |
raise | |
INF = 1e300*1e300 | |
NINF = -INF | |
NAN = INF-INF | |
EPS = 2.2204460492503131e-16 | |
_exact_gamma = (INF, 1.0, 1.0, 2.0, 6.0, 24.0, 120.0, 720.0, 5040.0, 40320.0, | |
362880.0, 3628800.0, 39916800.0, 479001600.0, 6227020800.0, 87178291200.0, | |
1307674368000.0, 20922789888000.0, 355687428096000.0, 6402373705728000.0, | |
121645100408832000.0, 2432902008176640000.0) | |
_max_exact_gamma = len(_exact_gamma)-1 | |
# Lanczos coefficients used by the GNU Scientific Library | |
_lanczos_g = 7 | |
_lanczos_p = (0.99999999999980993, 676.5203681218851, -1259.1392167224028, | |
771.32342877765313, -176.61502916214059, 12.507343278686905, | |
-0.13857109526572012, 9.9843695780195716e-6, 1.5056327351493116e-7) | |
def _gamma_real(x): | |
_intx = int(x) | |
if _intx == x: | |
if _intx <= 0: | |
#return (-1)**_intx * INF | |
raise ZeroDivisionError("gamma function pole") | |
if _intx <= _max_exact_gamma: | |
return _exact_gamma[_intx] | |
if x < 0.5: | |
# TODO: sinpi | |
return pi / (_sinpi_real(x)*_gamma_real(1-x)) | |
else: | |
x -= 1.0 | |
r = _lanczos_p[0] | |
for i in range(1, _lanczos_g+2): | |
r += _lanczos_p[i]/(x+i) | |
t = x + _lanczos_g + 0.5 | |
return 2.506628274631000502417 * t**(x+0.5) * math.exp(-t) * r | |
def _gamma_complex(x): | |
if not x.imag: | |
return complex(_gamma_real(x.real)) | |
if x.real < 0.5: | |
# TODO: sinpi | |
return pi / (_sinpi_complex(x)*_gamma_complex(1-x)) | |
else: | |
x -= 1.0 | |
r = _lanczos_p[0] | |
for i in range(1, _lanczos_g+2): | |
r += _lanczos_p[i]/(x+i) | |
t = x + _lanczos_g + 0.5 | |
return 2.506628274631000502417 * t**(x+0.5) * cmath.exp(-t) * r | |
gamma = _mathfun_real(_gamma_real, _gamma_complex) | |
def rgamma(x): | |
try: | |
return 1./gamma(x) | |
except ZeroDivisionError: | |
return x*0.0 | |
def factorial(x): | |
return gamma(x+1.0) | |
def arg(x): | |
if type(x) is float: | |
return math.atan2(0.0,x) | |
return math.atan2(x.imag,x.real) | |
# XXX: broken for negatives | |
def loggamma(x): | |
if type(x) not in (float, complex): | |
try: | |
x = float(x) | |
except (ValueError, TypeError): | |
x = complex(x) | |
try: | |
xreal = x.real | |
ximag = x.imag | |
except AttributeError: # py2.5 | |
xreal = x | |
ximag = 0.0 | |
# Reflection formula | |
# http://functions.wolfram.com/GammaBetaErf/LogGamma/16/01/01/0003/ | |
if xreal < 0.0: | |
if abs(x) < 0.5: | |
v = log(gamma(x)) | |
if ximag == 0: | |
v = v.conjugate() | |
return v | |
z = 1-x | |
try: | |
re = z.real | |
im = z.imag | |
except AttributeError: # py2.5 | |
re = z | |
im = 0.0 | |
refloor = floor(re) | |
if im == 0.0: | |
imsign = 0 | |
elif im < 0.0: | |
imsign = -1 | |
else: | |
imsign = 1 | |
return (-pi*1j)*abs(refloor)*(1-abs(imsign)) + logpi - \ | |
log(sinpi(z-refloor)) - loggamma(z) + 1j*pi*refloor*imsign | |
if x == 1.0 or x == 2.0: | |
return x*0 | |
p = 0. | |
while abs(x) < 11: | |
p -= log(x) | |
x += 1.0 | |
s = 0.918938533204672742 + (x-0.5)*log(x) - x | |
r = 1./x | |
r2 = r*r | |
s += 0.083333333333333333333*r; r *= r2 | |
s += -0.0027777777777777777778*r; r *= r2 | |
s += 0.00079365079365079365079*r; r *= r2 | |
s += -0.0005952380952380952381*r; r *= r2 | |
s += 0.00084175084175084175084*r; r *= r2 | |
s += -0.0019175269175269175269*r; r *= r2 | |
s += 0.0064102564102564102564*r; r *= r2 | |
s += -0.02955065359477124183*r | |
return s + p | |
_psi_coeff = [ | |
0.083333333333333333333, | |
-0.0083333333333333333333, | |
0.003968253968253968254, | |
-0.0041666666666666666667, | |
0.0075757575757575757576, | |
-0.021092796092796092796, | |
0.083333333333333333333, | |
-0.44325980392156862745, | |
3.0539543302701197438, | |
-26.456212121212121212] | |
def _digamma_real(x): | |
_intx = int(x) | |
if _intx == x: | |
if _intx <= 0: | |
raise ZeroDivisionError("polygamma pole") | |
if x < 0.5: | |
x = 1.0-x | |
s = pi*cotpi(x) | |
else: | |
s = 0.0 | |
while x < 10.0: | |
s -= 1.0/x | |
x += 1.0 | |
x2 = x**-2 | |
t = x2 | |
for c in _psi_coeff: | |
s -= c*t | |
if t < 1e-20: | |
break | |
t *= x2 | |
return s + math_log(x) - 0.5/x | |
def _digamma_complex(x): | |
if not x.imag: | |
return complex(_digamma_real(x.real)) | |
if x.real < 0.5: | |
x = 1.0-x | |
s = pi*cotpi(x) | |
else: | |
s = 0.0 | |
while abs(x) < 10.0: | |
s -= 1.0/x | |
x += 1.0 | |
x2 = x**-2 | |
t = x2 | |
for c in _psi_coeff: | |
s -= c*t | |
if abs(t) < 1e-20: | |
break | |
t *= x2 | |
return s + cmath.log(x) - 0.5/x | |
digamma = _mathfun_real(_digamma_real, _digamma_complex) | |
# TODO: could implement complex erf and erfc here. Need | |
# to find an accurate method (avoiding cancellation) | |
# for approx. 1 < abs(x) < 9. | |
_erfc_coeff_P = [ | |
1.0000000161203922312, | |
2.1275306946297962644, | |
2.2280433377390253297, | |
1.4695509105618423961, | |
0.66275911699770787537, | |
0.20924776504163751585, | |
0.045459713768411264339, | |
0.0063065951710717791934, | |
0.00044560259661560421715][::-1] | |
_erfc_coeff_Q = [ | |
1.0000000000000000000, | |
3.2559100272784894318, | |
4.9019435608903239131, | |
4.4971472894498014205, | |
2.7845640601891186528, | |
1.2146026030046904138, | |
0.37647108453729465912, | |
0.080970149639040548613, | |
0.011178148899483545902, | |
0.00078981003831980423513][::-1] | |
def _polyval(coeffs, x): | |
p = coeffs[0] | |
for c in coeffs[1:]: | |
p = c + x*p | |
return p | |
def _erf_taylor(x): | |
# Taylor series assuming 0 <= x <= 1 | |
x2 = x*x | |
s = t = x | |
n = 1 | |
while abs(t) > 1e-17: | |
t *= x2/n | |
s -= t/(n+n+1) | |
n += 1 | |
t *= x2/n | |
s += t/(n+n+1) | |
n += 1 | |
return 1.1283791670955125739*s | |
def _erfc_mid(x): | |
# Rational approximation assuming 0 <= x <= 9 | |
return exp(-x*x)*_polyval(_erfc_coeff_P,x)/_polyval(_erfc_coeff_Q,x) | |
def _erfc_asymp(x): | |
# Asymptotic expansion assuming x >= 9 | |
x2 = x*x | |
v = exp(-x2)/x*0.56418958354775628695 | |
r = t = 0.5 / x2 | |
s = 1.0 | |
for n in range(1,22,4): | |
s -= t | |
t *= r * (n+2) | |
s += t | |
t *= r * (n+4) | |
if abs(t) < 1e-17: | |
break | |
return s * v | |
def erf(x): | |
""" | |
erf of a real number. | |
""" | |
x = float(x) | |
if x != x: | |
return x | |
if x < 0.0: | |
return -erf(-x) | |
if x >= 1.0: | |
if x >= 6.0: | |
return 1.0 | |
return 1.0 - _erfc_mid(x) | |
return _erf_taylor(x) | |
def erfc(x): | |
""" | |
erfc of a real number. | |
""" | |
x = float(x) | |
if x != x: | |
return x | |
if x < 0.0: | |
if x < -6.0: | |
return 2.0 | |
return 2.0-erfc(-x) | |
if x > 9.0: | |
return _erfc_asymp(x) | |
if x >= 1.0: | |
return _erfc_mid(x) | |
return 1.0 - _erf_taylor(x) | |
gauss42 = [\ | |
(0.99839961899006235, 0.0041059986046490839), | |
(-0.99839961899006235, 0.0041059986046490839), | |
(0.9915772883408609, 0.009536220301748501), | |
(-0.9915772883408609,0.009536220301748501), | |
(0.97934250806374812, 0.014922443697357493), | |
(-0.97934250806374812, 0.014922443697357493), | |
(0.96175936533820439,0.020227869569052644), | |
(-0.96175936533820439, 0.020227869569052644), | |
(0.93892355735498811, 0.025422959526113047), | |
(-0.93892355735498811,0.025422959526113047), | |
(0.91095972490412735, 0.030479240699603467), | |
(-0.91095972490412735, 0.030479240699603467), | |
(0.87802056981217269,0.03536907109759211), | |
(-0.87802056981217269, 0.03536907109759211), | |
(0.8402859832618168, 0.040065735180692258), | |
(-0.8402859832618168,0.040065735180692258), | |
(0.7979620532554873, 0.044543577771965874), | |
(-0.7979620532554873, 0.044543577771965874), | |
(0.75127993568948048,0.048778140792803244), | |
(-0.75127993568948048, 0.048778140792803244), | |
(0.70049459055617114, 0.052746295699174064), | |
(-0.70049459055617114,0.052746295699174064), | |
(0.64588338886924779, 0.056426369358018376), | |
(-0.64588338886924779, 0.056426369358018376), | |
(0.58774459748510932, 0.059798262227586649), | |
(-0.58774459748510932, 0.059798262227586649), | |
(0.5263957499311922, 0.062843558045002565), | |
(-0.5263957499311922, 0.062843558045002565), | |
(0.46217191207042191, 0.065545624364908975), | |
(-0.46217191207042191, 0.065545624364908975), | |
(0.39542385204297503, 0.067889703376521934), | |
(-0.39542385204297503, 0.067889703376521934), | |
(0.32651612446541151, 0.069862992492594159), | |
(-0.32651612446541151, 0.069862992492594159), | |
(0.25582507934287907, 0.071454714265170971), | |
(-0.25582507934287907, 0.071454714265170971), | |
(0.18373680656485453, 0.072656175243804091), | |
(-0.18373680656485453, 0.072656175243804091), | |
(0.11064502720851986, 0.073460813453467527), | |
(-0.11064502720851986, 0.073460813453467527), | |
(0.036948943165351772, 0.073864234232172879), | |
(-0.036948943165351772, 0.073864234232172879)] | |
EI_ASYMP_CONVERGENCE_RADIUS = 40.0 | |
def ei_asymp(z, _e1=False): | |
r = 1./z | |
s = t = 1.0 | |
k = 1 | |
while 1: | |
t *= k*r | |
s += t | |
if abs(t) < 1e-16: | |
break | |
k += 1 | |
v = s*exp(z)/z | |
if _e1: | |
if type(z) is complex: | |
zreal = z.real | |
zimag = z.imag | |
else: | |
zreal = z | |
zimag = 0.0 | |
if zimag == 0.0 and zreal > 0.0: | |
v += pi*1j | |
else: | |
if type(z) is complex: | |
if z.imag > 0: | |
v += pi*1j | |
if z.imag < 0: | |
v -= pi*1j | |
return v | |
def ei_taylor(z, _e1=False): | |
s = t = z | |
k = 2 | |
while 1: | |
t = t*z/k | |
term = t/k | |
if abs(term) < 1e-17: | |
break | |
s += term | |
k += 1 | |
s += euler | |
if _e1: | |
s += log(-z) | |
else: | |
if type(z) is float or z.imag == 0.0: | |
s += math_log(abs(z)) | |
else: | |
s += cmath.log(z) | |
return s | |
def ei(z, _e1=False): | |
typez = type(z) | |
if typez not in (float, complex): | |
try: | |
z = float(z) | |
typez = float | |
except (TypeError, ValueError): | |
z = complex(z) | |
typez = complex | |
if not z: | |
return -INF | |
absz = abs(z) | |
if absz > EI_ASYMP_CONVERGENCE_RADIUS: | |
return ei_asymp(z, _e1) | |
elif absz <= 2.0 or (typez is float and z > 0.0): | |
return ei_taylor(z, _e1) | |
# Integrate, starting from whichever is smaller of a Taylor | |
# series value or an asymptotic series value | |
if typez is complex and z.real > 0.0: | |
zref = z / absz | |
ref = ei_taylor(zref, _e1) | |
else: | |
zref = EI_ASYMP_CONVERGENCE_RADIUS * z / absz | |
ref = ei_asymp(zref, _e1) | |
C = (zref-z)*0.5 | |
D = (zref+z)*0.5 | |
s = 0.0 | |
if type(z) is complex: | |
_exp = cmath.exp | |
else: | |
_exp = math.exp | |
for x,w in gauss42: | |
t = C*x+D | |
s += w*_exp(t)/t | |
ref -= C*s | |
return ref | |
def e1(z): | |
# hack to get consistent signs if the imaginary part if 0 | |
# and signed | |
typez = type(z) | |
if type(z) not in (float, complex): | |
try: | |
z = float(z) | |
typez = float | |
except (TypeError, ValueError): | |
z = complex(z) | |
typez = complex | |
if typez is complex and not z.imag: | |
z = complex(z.real, 0.0) | |
# end hack | |
return -ei(-z, _e1=True) | |
_zeta_int = [\ | |
-0.5, | |
0.0, | |
1.6449340668482264365,1.2020569031595942854,1.0823232337111381915, | |
1.0369277551433699263,1.0173430619844491397,1.0083492773819228268, | |
1.0040773561979443394,1.0020083928260822144,1.0009945751278180853, | |
1.0004941886041194646,1.0002460865533080483,1.0001227133475784891, | |
1.0000612481350587048,1.0000305882363070205,1.0000152822594086519, | |
1.0000076371976378998,1.0000038172932649998,1.0000019082127165539, | |
1.0000009539620338728,1.0000004769329867878,1.0000002384505027277, | |
1.0000001192199259653,1.0000000596081890513,1.0000000298035035147, | |
1.0000000149015548284] | |
_zeta_P = [-3.50000000087575873, -0.701274355654678147, | |
-0.0672313458590012612, -0.00398731457954257841, | |
-0.000160948723019303141, -4.67633010038383371e-6, | |
-1.02078104417700585e-7, -1.68030037095896287e-9, | |
-1.85231868742346722e-11][::-1] | |
_zeta_Q = [1.00000000000000000, -0.936552848762465319, | |
-0.0588835413263763741, -0.00441498861482948666, | |
-0.000143416758067432622, -5.10691659585090782e-6, | |
-9.58813053268913799e-8, -1.72963791443181972e-9, | |
-1.83527919681474132e-11][::-1] | |
_zeta_1 = [3.03768838606128127e-10, -1.21924525236601262e-8, | |
2.01201845887608893e-7, -1.53917240683468381e-6, | |
-5.09890411005967954e-7, 0.000122464707271619326, | |
-0.000905721539353130232, -0.00239315326074843037, | |
0.084239750013159168, 0.418938517907442414, 0.500000001921884009] | |
_zeta_0 = [-3.46092485016748794e-10, -6.42610089468292485e-9, | |
1.76409071536679773e-7, -1.47141263991560698e-6, -6.38880222546167613e-7, | |
0.000122641099800668209, -0.000905894913516772796, -0.00239303348507992713, | |
0.0842396947501199816, 0.418938533204660256, 0.500000000000000052] | |
def zeta(s): | |
""" | |
Riemann zeta function, real argument | |
""" | |
if not isinstance(s, (float, int)): | |
try: | |
s = float(s) | |
except (ValueError, TypeError): | |
try: | |
s = complex(s) | |
if not s.imag: | |
return complex(zeta(s.real)) | |
except (ValueError, TypeError): | |
pass | |
raise NotImplementedError | |
if s == 1: | |
raise ValueError("zeta(1) pole") | |
if s >= 27: | |
return 1.0 + 2.0**(-s) + 3.0**(-s) | |
n = int(s) | |
if n == s: | |
if n >= 0: | |
return _zeta_int[n] | |
if not (n % 2): | |
return 0.0 | |
if s <= 0.0: | |
return 2.**s*pi**(s-1)*_sinpi_real(0.5*s)*_gamma_real(1-s)*zeta(1-s) | |
if s <= 2.0: | |
if s <= 1.0: | |
return _polyval(_zeta_0,s)/(s-1) | |
return _polyval(_zeta_1,s)/(s-1) | |
z = _polyval(_zeta_P,s) / _polyval(_zeta_Q,s) | |
return 1.0 + 2.0**(-s) + 3.0**(-s) + 4.0**(-s)*z | |